Hey algorithm.
Hint: How do you calculate the covariance and variance analytically?
Hi,
I am computing the correlation between two vectors by simply averaging loads of correlation values:
Repeat 100 times:
, where is AWGN with a normal distribution.
Y and X are vectors of the same length. For my purposes is just contains known constants.
What I'd like to know is how I can determine the correlation analytically?
Thanks.